+78.0%
SPYM vs XHB
+35.8%
+42.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | +2.6% | -0.2% | +2.8% | +2.6% |
| 30D | -2.0% | +9.9% | -11.9% | -4.9% |
| 3M | -2.8% | -6.3% | +3.5% | -1.0% |
| 6M | +2.2% | +3.8% | -1.7% | +0.3% |
| YTD | +11.5% | +0.1% | +11.4% | +10.1% |
| 1Y | +13.5% | -0.8% | +14.3% | +12.3% |
| 3Y | +78.0% | +35.6% | +42.4% | +58.6% |
| All | +78.0% | +35.8% | +42.3% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded XHB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling